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JEE MATHEMATICS MCQ: STATISTICS

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If z=ax+byz=a x+b y and rr is the correlation coefficient between xx and yy, then σz2\sigma_z^2 is equal to
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Correct option: B
a2σx2+b2σy2−2abrσxσya^2 \sigma_x^2+b^2 \sigma_y^2-2 a b r \sigma_x \sigma_y
Option C (a2σx2+b2σy2+2abrσxσya^2 \sigma_x^2+b^2 \sigma_y^2+2 a b r \sigma_x \sigma_y) is correct because it represents the variance of the linear combination of two variables, including the covariance term.

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